+222.2%
PWR vs CPRT
-30.7%
+252.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.3% |
| 7D | -12.9% | +6.0% | -18.9% | -13.1% |
| 30D | -22.8% | +20.0% | -42.9% | -23.6% |
| 3M | -19.0% | +10.1% | -29.1% | -19.5% |
| 6M | -31.1% | -4.3% | -26.8% | -29.7% |
| YTD | +28.3% | -18.4% | +46.6% | +37.4% |
| 1Y | +22.2% | -20.1% | +42.3% | +31.8% |
| 3Y | +222.2% | -30.4% | +252.6% | +258.6% |
| All | +222.2% | -30.7% | +252.9% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling